+46.0%
VSH vs GTLB
-62.9%
+108.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.1% | -4.5% | -4.6% |
| 7D | +26.2% | -3.5% | +29.7% | +26.8% |
| 30D | -12.5% | -9.0% | -3.5% | -11.1% |
| 3M | -16.9% | +15.9% | -32.8% | -18.9% |
| 6M | -17.0% | +104.9% | -121.8% | -26.4% |
| YTD | +93.8% | +26.0% | +67.8% | +83.3% |
| 1Y | +99.3% | +1.8% | +97.6% | +94.8% |
| 3Y | +35.0% | +6.0% | +29.0% | +28.4% |
| All | +46.0% | -62.9% | +108.9% | +34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded GTLB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling